quantopian/zipline — pull request #357 by twiecki (2014-06-29 15:51:05+00:00)
Title: History support daily input

not read to merge

This adds support for using history with daily input data. I started trying to change the dt of incoming events as described here https://github.com/quantopian/zipline/issues/350 but it took me too long to hunt down all the downstream ripples this caused. This instead is a very simple hack to history `Frequency` to say that the market open is at midnight if we're running with daily input data. It does work but might not be the cleanest. But since this is so simple my opinion is to take this and solve a huge problem with very little.

Please let me know if you can think of a cleaner way to change this in history.

Finally, this depends on https://github.com/quantopian/zipline/pull/352.

CC @ssanderson and @ehebert.